V-Lab: Trend Micro Inc/Japan Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Trend Micro Inc/Japan Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:38.84% (+0.42%)

Analysis last updated: Tuesday, May 14, 2024 at 01:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1895	10.23
$α$	0.0929	6.76
$β$	0.8594	41.63
$γ_{1}$	0.0231	3.57
$γ_{2}$	-0.0323	-2.84
$γ_{3}$	0.0357	1.95

Estimation Period:
Aug 18, 1998 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts